If you can figure out how to run the simulations accurately, surely playing a .WAV file (or whatever) is no big deal?

May I ask where you get your pricing data from? Is it just for the HK market? My limited observation was that per-tick pricing data (in my case for North American equities) is expensive beyond the reach of most retail traders.

TrendMonkey wrote:If you can figure out how to run the simulations accurately, surely playing a .WAV file (or whatever) is no big deal?

May I ask where you get your pricing data from? Is it just for the HK market? My limited observation was that per-tick pricing data (in my case for North American equities) is expensive beyond the reach of most retail traders.

I figured out how to run simulations accurately on TradeStation long time ago, but not in C#.

The tickdata is available at the HK exchange.
You could extract US tick data from the lastest TradeStation platform.